Financial / Credit Risk Related Acronyms
ACPM Active credit portfolio management
EAD Exposure at default
EL Expected loss
ERM Enterprise risk management
LGD Loss given default
PD Probability of default
KMV quantitative credit analysis solution developed by credit rating agency Moody's
VaR value at risk, a common methodology for measuring risk due to market movements
Read more about this topic: Financial Risk
Famous quotes containing the words financial, credit, risk and/or related:
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—New Yorker (April 23, 1990)
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—Northrop Frye (b. 1912)